+365.7%
XLU vs AVAV
+478.6%
-112.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | +0.8% | -2.2% | +3.0% | +1.0% |
| 30D | -1.3% | -13.9% | +12.6% | -0.1% |
| 3M | -1.3% | -29.2% | +27.9% | +1.0% |
| 6M | -7.6% | -36.1% | +28.5% | -5.1% |
| YTD | +2.3% | -40.2% | +42.5% | +4.8% |
| 1Y | +5.8% | -36.2% | +42.0% | +7.1% |
| 3Y | +50.5% | +47.5% | +3.0% | +35.3% |
| 5Y | +44.1% | +39.3% | +4.8% | +27.2% |
| 10Y | +138.2% | +482.6% | -344.3% | +69.2% |
| All | +365.7% | +478.6% | -112.9% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling